Epigenetic mechanisms are implicated in gene regulation and the development of different diseases. The epigenome differs between cell types and has until now only been characterized for a few human tissues. Environmental factors potentially alter the epigenome. Here we describe the genome-wide pattern of DNA methylation in human adipose tissue from 23 healthy men, with a previous low level of physical activity, before and after a six months exercise intervention. We also investigate the differences in adipose tissue DNA methylation between 31 individuals with or without a family history of type 2 diabetes. DNA methylation was analyzed using Infinium HumanMethylation450 BeadChip, an array containing 485,577 probes covering 99% RefSeq genes. Global DNA methylation changed and 17,975 individual CpG sites in 7,663 unique genes showed altered levels of DNA methylation after the exercise intervention (q<0.05). Differential mRNA expression was present in 1/3 of gene regions with altered DNA methylation, including RALBP1, HDAC4 and NCOR2 (q<0.05). Using a luciferase assay, we could show that increased DNA methylation in vitro of the RALBP1 promoter suppressed the transcriptional activity (p = 0.03). Moreover, 18 obesity and 21 type 2 diabetes candidate genes had CpG sites with differences in adipose tissue DNA methylation in response to exercise (q<0.05), including TCF7L2 (6 CpG sites) and KCNQ1 (10 CpG sites). A simultaneous change in mRNA expression was seen for 6 of those genes. To understand if genes that exhibit differential DNA methylation and mRNA expression in human adipose tissue in vivo affect adipocyte metabolism, we silenced Hdac4 and Ncor2 respectively in 3T3-L1 adipocytes, which resulted in increased lipogenesis both in the basal and insulin stimulated state. In conclusion, exercise induces genome-wide changes in DNA methylation in human adipose tissue, potentially affecting adipocyte metabolism.